Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 344'841 | 114'947 | 205'697 CHF | 69'715 CHF | 98.95% | 98.95% |
12.07.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'009 CHF | 71'336 CHF | 99.17% | 99.17% |
11.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'038 CHF | 70'346 CHF | 99.17% | 99.17% |
10.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'699 CHF | 68'900 CHF | 98.71% | 98.71% |
09.07.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'276 CHF | 71'092 CHF | 99.16% | 99.16% |
08.07.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'533 CHF | 79'845 CHF | 99.15% | 99.15% |
05.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'968 CHF | 78'989 CHF | 99.16% | 99.16% |
04.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'991 CHF | 73'331 CHF | 99.17% | 99.17% |
03.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 322'854 | 107'618 | 193'051 CHF | 65'427 CHF | 99.16% | 99.16% |
02.07.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 425'950 | 141'983 | 240'542 CHF | 81'601 CHF | 99.16% | 99.16% |